CGD PENSÕES - SGFP,SA

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CGD PENSÕES - SGFP,SA

AV.JOÄO XXI, 63 2ºPISO, 1000, LISBOA

FUNDO DE PENSÕES ABERTO: CAIXA REFORMA VALOR Composição da Carteira em 2017-10-31

Preço Unit. Juro Corrido Valor Total Designação Quantidade Preço Unit. Mda (EUR) (EUR) (EUR)

COMPOSIÇÃO DISCRIMINADA CARTEIRA

VALORES MOBILIÁRIOS COTADOS

Merc. Cot. Oficiais de Bolsa Val. Port.

3 603 454 502

Titulos de Dívida Pública

OT 4.95% 10/2023 80 000 122.20% EUR 122.20% 76 97 838 OT 4.125% 04/2027 62 000 117.41% EUR 117.41% 2 011 74 806 172 643

Obrigações diversas

SANTAN 1.625% 06/19 100 000 102.77% EUR 102.77% 637 103 404 CXGD 1% 01/2022 100 000 101.95% EUR 101.95% 762 102 714 RENEPL Float 20 60 000 104.83% EUR 104.83% 118 63 018 269 136

Acções

EDP Renováveis 1 792 7.10 EUR 7.10 12 723

Outros Merc. Regulamentados Nacionais

4 78 008

Titulos de Dívida Pública

BT 17NOV2017 78 000 100.01% EUR 100.01% 4 78 008

Merc Cot. Ofic. B.V. Estados Membros UE

63 417 11 157 856

Titulos de Dívida Pública

DBR 4.75% 98/2028 209 000 145.28% EUR 145.28% 3 264 306 901 DBR 6.25% 01/2024 130 000 139.81% EUR 139.81% 6 700 188 447 DBR 5.5% 01/04/31 40 000 161.95% EUR 161.95% 1 814 66 593 DBR 4% 01/2018 830 000 100.81% EUR 100.81% 27 379 864 118 DBR 2.5% 07/2044 148 000 131.28% EUR 131.28% 1 216 195 506 DBR 1.5% 02/2023 33 000 109.66% EUR 109.66% 351 36 537 OBL 0.5% 02/2018 53 000 100.38% EUR 100.38% 182 53 381 DBR 1.75% 2/2024 130 000 112.09% EUR 112.09% 1 614 147 330 DBR 0.5% 08/27 148 000 101.31% EUR 101.31% 223 150 168 FRTR 4.5% 04/2041 130 000 160.57% EUR 160.57% 3 045 211 790 FRTR 3.25% 5/2045 30 000 135.89% EUR 135.89% 427 41 194 FRTR 1.75% 11/2024 186 000 111.22% EUR 111.22% 3 041 209 918 FRTR 0.25% 11/26 70 000 97.63% EUR 97.63% 163 68 501 SPGB 4.6% 07/2019 190 000 108.56% EUR 108.56% 2 251 208 522 SPGB 4.7% 07/2041 50 000 139.23% EUR 139.23% 605 70 218 SPGB 4.4% 10/2023 137 000 122.56% EUR 122.56% 17 167 925 SPGB 3.45% 07/66 51 000 110.07% EUR 110.07% 453 56 589 SPGB0.4% 04/22 149 000 100.85% EUR 100.85% 302 150 564 BTPS 4.75% 08/2023 80 000 121.89% EUR 121.89% 950 98 461 BTPS 4.25% 09/2019 5 000 108.19% EUR 108.19% 36 5 445 BTPS 5.5% 09/2022 176 000 123.23% EUR 123.23% 1 631 218 519 BTPS 4.5% 05/2023 108 000 119.71% EUR 119.71% 2 430 131 711 BTPS 4.5% 03/2024 138 000 120.95% EUR 120.95% 1 046 167 956 BTPS 3.5% 03/2030 15 000 114.83% EUR 114.83% 88 17 313 TB 0.826% 02/2018 90 000 99.72% USD 99.72% 472 77 453

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CGD PENSÕES - SGFP,SA

Preço Unit. Juro Corrido Valor Total Designação Quantidade Preço Unit. Mda (EUR) (EUR) (EUR) 3 911 062

Obrigações diversas

BCPPL 0.75% 05/22 100 000 101.12% EUR 101.12% 316 101 433 DAIGR Float 07/24 100 000 100.44% EUR 100.44% 10 100 452 ACAFP Float 04/22 100 000 102.17% EUR 102.17% 16 102 182 MCFP Float 11/18 60 000 100.30% EUR 100.30% 60 179 BNP Float 06/24 100 000 101.81% EUR 101.81% 64 101 869 RENAUL Float 03/2022 100 000 101.33% EUR 101.33% 45 101 374 HSBC Float 09/22 100 000 101.49% EUR 101.49% 36 101 530 LLOYDS Float 06/2024 100 000 101.81% EUR 101.81% 51 101 864 SANTAN Float 03/22 100 000 101.79% EUR 101.79% 79 101 867 SCANIA Float 04/20 100 000 100.39% EUR 100.39% 2 100 394 BAC Float 05/23 100 000 101.36% EUR 101.36% 111 101 471 MS Float 11/22 100 000 101.18% EUR 101.18% 88 101 268 T Float 09/2023 100 000 102.83% EUR 102.83% 82 102 908 NDASS Float 09/21 100 000 101.48% EUR 101.48% 17 101 496 MYL FLOAT 11/18 100 000 100.61% EUR 100.61% 107 100 715 LANSNA 0.875% 02/27 100 000 100.33% EUR 100.33% 621 100 949 VW Float 03/19 100 000 100.18% EUR 100.18% 2 100 178 CCBGBB Float 09/2018 100 000 100.36% EUR 100.36% 29 100 384 KBCBB Float 11/22 100 000 101.07% EUR 101.07% 43 101 116 DLTAS 2008-1 A 82 704 99.41% EUR 99.41% 4 82 220 CGD S.758 12/2017 650 000 99.87% EUR 99.87% 994 650 159 NDB 0.25% 08/21 100 000 100.62% EUR 100.62% 48 100 666 SUMIBK Float 06/22 100 000 100.64% EUR 100.64% 16 100 651 CAFP Float 03/2020 100 000 100.66% EUR 100.66% 22 100 680 SANTAN Float 03/2020 100 000 100.99% EUR 100.99% 44 101 033 CBAAUFloat 01/2020 100 000 100.71% EUR 100.71% 2 100 713 UPS Float 07/2020 100 000 100.80% EUR 100.80% 4 100 805 DE Float 04/20 100 000 100.47% EUR 100.47% 1 100 472 GS Float 07/2022 75 000 102.63% EUR 102.63% 8 76 983 GS Float 29/05/2020 75 000 101.08% EUR 101.08% 49 75 856 BAC Float 05/2019 100 000 101.68% EUR 101.68% 273 101 951 SAPGR Float 04/2020 65 000 100.54% EUR 100.54% 65 348 MMM Float 05/20 100 000 100.53% EUR 100.53% 100 528 ANNGR Float 09/18 100 000 100.15% EUR 100.15% 7 100 159 UNANA Float 06/18 100 000 100.17% EUR 100.17% 100 168 ARRFP Float 01/2020 100 000 101.18% EUR 101.18% 30 101 212 POHBK Float 03/20 100 000 100.59% EUR 100.59% 100 589 SKYLN Float 04/20 100 000 101.20% EUR 101.20% 35 101 236 VOD Float 02/2019 100 000 101.15% EUR 101.15% 117 101 267 CAT Float 05/2018 100 000 100.09% EUR 100.09% 100 091 UCGIM Float 12/2017 50 000 100.23% EUR 100.23% 97 50 210 RABOBK Float 05/2020 150 000 100.70% EUR 100.70% 151 053 MAERSK Float 03/19 100 000 101.91% EUR 101.91% 155 102 068 F Float 02/2018 100 000 100.08% EUR 100.08% 33 100 108 ISPIM Float 04/2019 100 000 101.28% EUR 101.28% 30 101 307

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CGD PENSÕES - SGFP,SA

Preço Unit. Juro Corrido Valor Total Designação Quantidade Preço Unit. Mda (EUR) (EUR) (EUR) GE Float 01/2020 100 000 100.62% EUR 100.62% 1 100 621 GIS Float 01/2020 100 000 101.30% EUR 101.30% 18 101 313 BMW Float 03/2019 100 000 100.37% EUR 100.37% 6 100 374 MCD Float 08/2019 100 000 100.36% EUR 100.36% 100 363 5 353 834

Acções

SIEMENS 572 122.50 EUR 122.50 70 070 ALLIANZ 171 199.35 EUR 199.35 34 089 E.ON AG(EX VEBA AG) 1 179 10.13 EUR 10.13 11 943

BASF 356 93.62 EUR 93.62 33 329

BAYER AG 403 111.70 EUR 111.70 45 015

SAP SE 297 97.66 EUR 97.66 29 005

LUFTHANSA 997 27.40 EUR 27.40 27 318 DEUTSCHE TELEKOM 2 750 15.64 EUR 15.64 43 010 DAIMLER CHRYSLER 720 71.29 EUR 71.29 51 329 THYSSEN KRUPP 421 22.91 EUR 22.91 9 643 INFINEON TECHNOLOGIE 1 480 23.51 EUR 23.51 34 787 VOLKSWAGEN AG-PREF. 160 155.90 EUR 155.90 24 944 RHEINMETALL AG 112 101.49 EUR 101.49 11 367 FRESENIUS SE&CO KGAA 535 71.71 EUR 71.71 38 365 DEUITSCHE WOHNEN 319 36.57 EUR 36.57 11 664 ZALANDO SE 361 42.96 EUR 42.96 15 507 FRAPORT AG 234 81.46 EUR 81.46 19 062 DANONE 654 70.14 EUR 70.14 45 872 AXA-UAP 1 555 25.93 EUR 25.93 40 321 TOTAL SA 1 419 47.87 EUR 47.87 67 928 Kering 87 393.50 EUR 393.50 34 235 BNP 541 67.04 EUR 67.04 36 269

AIR LIQUIDE 111 109.30 EUR 109.30 12 132 SCHNEIDER 627 75.45 EUR 75.45 47 307 L.V.M.H. 251 256.10 EUR 256.10 64 281 GLE ENTREP. VINCI 555 84.05 EUR 84.05 46 648 SANOFI SYNHLABO 243 81.29 EUR 81.29 19 753 ARKEMA 136 108.45 EUR 108.45 14 749 ILIAD SA 66 214.35 EUR 214.35 14 147 DIAGEO ORD. 344 25.72 GBP 29.29 10 077 3I GROUP 2 693 9.61 GBP 10.95 29 476 Imperial Brands PLC 298 30.71 GBP 34.97 10 422 RECKITT BENCKISER 168 67.35 GBP 76.71 12 887 OCADO GROUP PLC 2 608 2.88 GBP 3.28 8 546 SHIRE PLC 571 37.21 GBP 42.38 24 199 AMADEUS HOLDING SA 495 58.25 EUR 58.25 28 834 ROYAL DUTCH SHELL B 305 24.22 GBP 27.58 8 412 INFORMA PLC 1 371 6.97 GBP 7.94 10 884 BCO SANTANDER C.HISP 14 851 5.82 EUR 5.82 86 477 IBERDROLA 2 906 6.94 EUR 6.94 20 162

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CGD PENSÕES - SGFP,SA

REPSOL 901 16.09 EUR 16.09 14 493

INDITEX 1 078 32.10 EUR 32.10 34 598 TELECOM ITALIA 12 820 0.75 EUR 0.75 9 551 BANCA INTESA 19 365 2.89 EUR 2.89 55 887

ENEL 4 172 5.33 EUR 5.33 22 216

Leonardo SpA 1 266 14.83 EUR 14.83 18 775 AZIMUT HOLDING SPA 1 921 16.96 EUR 16.96 32 580 BREMBO SAP 1 614 14.18 EUR 14.18 22 887 FINECOBANK SPA 1 877 8.03 EUR 8.03 15 072 ESSITY AKTIEBO-B 469 250.30 SEK 25.65 12 031 ALFA LAVAL AB 1 000 212.10 SEK 21.74 21 738 KONINKLIJKE AHOLD NV 408 16.16 EUR 16.16 6 591 ING GROEP NV 4 355 15.86 EUR 15.86 69 070 UNILEVER NV-CVA 1 215 49.91 EUR 49.91 60 635 ASML NA 395 154.80 EUR 154.80 61 146 AKZO NOBEL NV NLG20 173 77.74 EUR 77.74 13 449 ALTICE NV A-W/I 972 16.20 EUR 16.20 15 742 ABN AMRO GROUP NV 1 526 26.52 EUR 26.52 40 462 VESTAS WIND SYSTEMS 258 563.50 DKK 75.73 19 537 FLSMIDTH & CO A/S 334 438.00 DKK 58.86 19 659 PANDORA A/S 243 603.00 DKK 81.03 19 691 ANHEUSER-BUSCH INB 676 105.05 EUR 105.05 71 014 CRH ORD 365 32.29 EUR 32.29 11 784 ARCELOR MITTAL 808 24.62 EUR 24.62 19 889 1 892 960

Merc.Cot.Ofic. de B.V. de Estados não EU

3 129 825

Obrigações diversas

AGN Float 06/19 100 000 100.15% EUR 100.15% 3 100 156

Acções

JULIUS BAER GROUP LT 337 59.00 CHF 50.75 17 103 SUNRISE COM. GROUP 176 83.00 CHF 71.40 12 566 29 669 11 820 191

UPS DE ORGANISMOS INVEST.COLECTIVO (OIC)

OIC domiciliados em Portugal

2 734 199

CXG OBRIGAÇÕES 167 157 4.49 EUR 4.49 750 618 CXG IMOBILIARIO 198 914 3.67 EUR 3.67 729 577 CXG PRIVATE EQUITY 21 147 5.97 EUR 5.97 126 330 CXG INFRAESTRUTURAS 33 755 6.64 EUR 6.64 224 147 CXG LIQUIDEZ 112 692 5.34 EUR 5.34 601 753 F.I.IMOB.IMOSOCIAL 16 827 7.11 EUR 7.11 119 638 IBERIA F.INV.IMOB 4 595 0.00 EUR 0.00 0 FUNDIESTAMO I 58 1 042.35 EUR 1 042.35 60 456 Fnd I.Imob. MAXIRENT 7 207 9.84 EUR 9.84 70 915 LOGISTICA E DISTRIB. 16 788 3.02 EUR 3.02 50 764

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CGD PENSÕES - SGFP,SA

OIC domiciliados num Estado-membro da EU

8 726 482

SGAM FD ABSOL RETRN 17 1 072.17 EUR 1 072.17 18 227 BROCK EURO MKT Fd D2 33 634 33.86 EUR 33.86 1 138 847 PIONEER EUROLND EQ I 116 943 9.67 EUR 9.67 1 130 839 BANTLEON OPPORTUNIT 1 746 177.44 EUR 177.44 309 810 BNY MELLON ABS RET 20 006 1.18 EUR 1.18 23 693 AXA WF EU CREDIT 2 650 136.84 EUR 136.84 362 626 Natixis Tresorie I 28 12 543.11 EUR 12 543.11 351 207 HENDERSON HPE.ALPHA 1 764 16.83 EUR 16.83 29 688 Schroder ISF Euro Eq 24 663 45.93 EUR 45.93 1 132 826 Theadneedle Credit O 31 550 1.36 EUR 1.36 42 817 MERRILL LYNCH MARSH 469 146.08 EUR 146.08 68 512 PIONEER FUN RT CURRE 22 1 209.68 EUR 1 209.68 26 613 HENDERSON GART UK 9 278 7.27 EUR 7.27 67 467 OLD MUTUAL GLOB EQ 26 555 1.70 EUR 1.70 45 258 MS PSAM GLOB UCITS 38 1 308.86 EUR 1 308.86 49 737 SCH EUROP ALPHA ABS 431 109.51 EUR 109.51 47 199 LYXOR EPSILON GLOB E 281 120.96 EUR 120.96 33 989 ALLIANZ RCM EUR EQTY 625 1 843.24 EUR 1 843.24 1 152 025 MUZINICH LNG/SHT CRD 272 103.50 EUR 103.50 28 152 HENDERSON HORIZ.Euro 74 465 15.36 EUR 15.36 1 143 782 BNP PARIBAS MOIS IC 15 23 107.16 EUR 23 107.16 346 607 HYPO DJ ESTX 50 FRA 13 836 36.54 EUR 36.54 505 498 ISHARES S&P 500 MONT 11 479 58.46 EUR 58.46 671 062 11 460 680

LIQUIDEZ

À vista

1 857 392

Depósitos à ordem

DO CGD - CHF 0.0000% CHF 392 DO CGD - DKK 0.0000% DKK 305 DO CGD - EUR 0.0000% EUR 1 846 832 DO CGD - GBP 0.0000% GBP 1 234 DO CGD - NOK 0.0000% NOK 58 DO CGD - SEK 0.0000% SEK 56 DO CGD - USD 0.0000% USD 844 DO RBS - USD AJ 0.0000% USD 7 670 1 857 392 1 857 392

OUTROS VALORES A REGULARIZAR

Valores Activos

6 875

Valores Passivos

-26 602

-19 727 25 118 537

VALOR LÍQUIDO GLOBAL DO FUNDO

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CGD PENSÕES - SGFP,SA

RESPONSABILIDADES EXTRAPATRIMONIAIS

OPERAÇÕES SOBRE TAXAS DE JURO

Em mercado regulamentado

Futuros

TYZ7-USD CBT 12/17 -6 124.95 USD 107.18 -643 094

NÚMERO DE UNIDADES DE PARTICIPAÇÃO EM CIRCULAÇÃO

3 963 634.02